Accession Number : AD0687158

Title :   SOME EFFICIENT ALGORITHMS FOR A CLASS OF ABSTRACT OPTIMIZATION PROBLEMS ARISING IN OPTIMAL CONTROL,

Corporate Author : MICHIGAN UNIV ANN ARBOR COMPUTER INFORMATION AND CONTROL ENGINEERING

Personal Author(s) : Barr,Robert O. ; Gilbert,Elmer G.

Report Date : APR 1969

Pagination or Media Count : 38

Abstract : Three abstract optimization problems are presented along with doubly iterative algorithms for their numerical solution. These algorithms are generalizations of particular algorithms described by Barr and Gilbert and Fujisawa and Yasuad. The supporting theory is fully developed along with proofs of convergence. Practical aspects of computations are considered and procedures which insure rapid convergence are discussed. Two applications to discrete-time optimal control problems are described. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), QUADRATIC PROGRAMMING, ITERATIONS, CONVEX SETS, CONVERGENCE, THEOREMS, ALGORITHMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE